+247.0%
COWZ vs SPY
+290.7%
-43.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +1.5% | +3.3% | -1.8% | -1.5% |
| 30D | +2.6% | -2.7% | +5.3% | +5.0% |
| 3M | +2.0% | -1.7% | +3.7% | +3.3% |
| 6M | +13.3% | +3.1% | +10.2% | +9.5% |
| YTD | +19.1% | +11.9% | +7.2% | +6.2% |
| 1Y | +22.7% | +12.0% | +10.7% | +9.3% |
| 3Y | +55.0% | +78.2% | -23.1% | -12.7% |
| 5Y | +65.0% | +73.2% | -8.2% | -5.0% |
| All | +247.0% | +290.7% | -43.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling